Custom Futures Rollover Rule Problems

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MidKnight
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Custom Futures Rollover Rule Problems

Postby MidKnight » 28 Jan 2014

Hi there,

Today is supposed to be rollover on the Hang Seng futures but my custom futures symbol is failing to rollover. Maybe you know how I can fix this.

We should be rolling over the day before the last trading day of the month. Normally that would be a rollover of tomorrow because Friday would be the last trading of the month. This Friday is a holiday for Lunar New Year’s Day, so that makes Thursday the last trading of the month and putting today (Wednesday) as rollover. As you can see from my attachment though, the custom futures quotes are still coming from JAN instead of FEB.

Hopefully you can help.

With kind regards,
MK
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Henry MultiСharts
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Re: Custom Futures Rollover Rule Problems

Postby Henry MultiСharts » 29 Jan 2014

Hello MidKnight,

Have you tried to close the chart you are using and open it again?
Is any holiday list selected for the exchange used by HSI symbol root (it should be HKFE, you can find it in QuoteManager->Tools->Exchanges and ECN's)?
If Yes then - is the holiday you are referring to present in the holiday list of the selected country (QuoteManager->Tools->Holidays)?
If holiday is not present and holiday is not selected for the exchange-you need to add it and configure the exchange. After that is done - re-open your chart.

You can also use the rollover condition "2 trading days prior to expiration date".

MidKnight
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Re: Custom Futures Rollover Rule Problems

Postby MidKnight » 02 Feb 2014

Have you tried to close the chart you are using and open it again?
No.
Is any holiday list selected for the exchange used by HSI symbol root (it should be HKFE, you can find it in QuoteManager->Tools->Exchanges and ECN's)?
No. There is no holidays listed. I cannot use the HKFE exchange and ECN in the custom futures symbol settings because it is wrong for the contract. Wrong price scale. Wrong bigpoint value. So my Settings tab is set to "use custom settings"
If Yes then - is the holiday you are referring to present in the holiday list of the selected country (QuoteManager->Tools->Holidays)?
By default, there is no holiday list assigned to the HKFE ECN and exchange.
You can also use the rollover condition "2 trading days prior to expiration date".
Bad idea. That would mess up all subsequent months for this single rollover situation.


I'm not sure how to proceed on this. If I alter the ecn & exchange settings, then it will mess up my other futures at this exchange. I should be able to assign a holiday list when using custom settings - shouldn't I?

With kind regards,
MK

MidKnight
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Re: Custom Futures Rollover Rule Problems

Postby MidKnight » 06 Feb 2014

Hello,

Still unsure how to proceed. Please suggest a solution that will not affect my other symbols on this exchange.

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Henry MultiСharts
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Re: Custom Futures Rollover Rule Problems

Postby Henry MultiСharts » 07 Feb 2014

Have you tried to close the chart you are using and open it again?
No.
The rollover of custom futures dataseries cannot be done in realtime.
You need to close/open the chart to rollover. Symbol mapping should be also manually adjusted when you need to trade the new contract.
Is any holiday list selected for the exchange used by HSI symbol root (it should be HKFE, you can find it in QuoteManager->Tools->Exchanges and ECN's)?
No. There is no holidays listed. I cannot use the HKFE exchange and ECN in the custom futures symbol settings because it is wrong for the contract. Wrong price scale. Wrong bigpoint value. So my Settings tab is set to "use custom settings"
If Yes then - is the holiday you are referring to present in the holiday list of the selected country (QuoteManager->Tools->Holidays)?
By default, there is no holiday list assigned to the HKFE ECN and exchange.
You can use any settings you like for the instruments as long as it works for you, that is not required to use the "Exchange and ECN settings" specifically.

Each instrument is listed under a certain exchange. Holidays are applied per holiday list that is selected for the exchange.
Please add the required holiday to the holiday list. Make sure the option "Show data on holidays" is configured properly. Then select the required holiday list for the exchange of your instrument.
After that is done - close/open your custom futures chart to apply the new settings.


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